market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
03/12/2025 2.70% 0.38 CHF 0.39 CHF 800,000 800,000 257,666 257,666 96,279 CHF 98,856 CHF 11.91% 102.71%
02/12/2025 2.01% 0.39 CHF 0.40 CHF 800,000 800,000 238,729 238,729 106,769 CHF 109,157 CHF 11.77% 105.61%
28/11/2025 2.74% 0.49 CHF 0.50 CHF 800,000 800,000 300,595 284,322 151,616 CHF 146,502 CHF 98.46% 98.46%
27/11/2025 1.93% 0.51 CHF 0.52 CHF 225,000 225,000 225,000 225,000 115,271 CHF 117,521 CHF 97.61% 97.61%
26/11/2025 1.84% 0.52 CHF 0.53 CHF 800,000 800,000 754,346 754,346 405,258 CHF 412,802 CHF 100.00% 100.00%
25/11/2025 1.71% 0.58 CHF 0.59 CHF 800,000 800,000 741,677 741,702 433,312 CHF 440,763 CHF 99.99% 99.99%
24/11/2025 1.95% 0.58 CHF 0.59 CHF 800,000 800,000 715,202 715,124 408,914 CHF 416,647 CHF 100.00% 100.00%
21/11/2025 1.73% 0.60 CHF 0.61 CHF 800,000 800,000 539,102 539,102 311,181 CHF 316,591 CHF 99.83% 99.83%
20/11/2025 1.91% 0.54 CHF 0.55 CHF 487,500 487,500 472,217 472,217 246,250 CHF 250,993 CHF 99.89% 99.89%
19/11/2025 2.01% 0.54 CHF 0.55 CHF 487,500 487,500 470,387 470,387 234,151 CHF 238,879 CHF 100.00% 100.00%

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